The get (from server) file transfer breaks with WinSCP, if SSH_FXP_DATA does not return the number of bytes requested (<). This may be reason for of the some SFTP copies that fail for larger file transfers. I understand that WinSCP is attempting to maximize the channel by sending future requests. Perhaps, if the server is not sending back full messages in the SSH_FXP_READ requests that the client sets a flag, which will indicate that the client should go into a get-and-wait state for future SSH_FXP_READ messages.
putty/sftp.c::int xfer_download_gotpkt(struct fxp_xfer *xfer, struct sftp_packet *pktin)
I agree with the comment in the code that filling in the gaps would be very difficult.
Regards,
James